+136.7%
NTAP vs FCEL
-90.2%
+226.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +18.8% | -16.9% | +0.5% |
| 7D | +3.3% | +4.0% | -0.7% | +2.8% |
| 30D | -0.2% | -13.1% | +12.9% | +0.5% |
| 3M | +11.4% | +14.6% | -3.2% | +7.8% |
| 6M | +88.7% | +133.7% | -45.0% | +66.7% |
| YTD | +78.9% | +143.0% | -64.0% | +56.0% |
| 1Y | +58.8% | +320.9% | -262.0% | +29.1% |
| 3Y | +153.5% | -58.9% | +212.4% | +140.9% |
| 5Y | +136.7% | -89.7% | +226.4% | +147.8% |
| All | +136.7% | -90.2% | +226.9% | +147.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FCEL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling